+38.3%
CB vs IRE
-97.7%
+136.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.8% | +17.4% | +1.0% |
| 7D | +0.7% | -41.9% | +42.6% | -0.5% |
| 30D | +8.2% | -75.1% | +83.3% | +4.8% |
| 3M | +6.3% | -82.4% | +88.7% | +2.4% |
| 6M | +16.2% | -95.5% | +111.7% | +10.5% |
| YTD | +19.3% | -93.1% | +112.4% | +15.5% |
| 1Y | +29.2% | -97.8% | +127.0% | +24.2% |
| All | +38.3% | -97.7% | +136.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling